{"id":44169,"date":"2022-09-22T20:14:26","date_gmt":"2022-09-23T01:14:26","guid":{"rendered":"https:\/\/prefblog.com\/?p=44169"},"modified":"2022-09-22T20:14:26","modified_gmt":"2022-09-23T01:14:26","slug":"september-22-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=44169","title":{"rendered":"September 22, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 589.22<\/a>, down 1.04% on the day. Volume today was 1.51-million, highest of the past 21 trading days.<\/p>\n

CPD closed at 11.79<\/a>, down 0.51% on the day. Volume was 58,350, third-highest of the past 21 trading days.<\/p>\n

ZPR closed at 9.915<\/a>, down 0.35% on the day. Volume of 153,080 was fourth-highest of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 3.36%<\/a> today.<\/p>\n

Equities got hurt today<\/a>:<\/p>\n

Major U.S. and Canadian stock indexes ended lower on Thursday, falling for a third straight session as investors reacted to the Federal Reserve\u2019s latest aggressive move to rein in inflation by selling growth stocks, including technology companies. Benchmark U.S. Treasury yields hit an 11-year high and a key part of the U.S. yield curve was the most inverted in at least two decades, further raising concerns of a looming recession.<\/p>\n

The Fed lifted rates by an expected 75 basis points on Wednesday and signaled a longer trajectory for higher policy rates than markets had priced in. The U.S. central bank\u2019s projections for economic growth released on Wednesday were also eye-catching, with growth of just 0.2% this year, rising to 1.2% for 2023.
\n…<\/b>
\nThe Dow Jones Industrial Average fell 107.1 points, or 0.35%, to 30,076.68, the S&P 500 lost 31.94 points, or 0.84%, to 3,757.99 and the Nasdaq Composite dropped 153.39 points, or 1.37%, to 11,066.81.
\n…<\/b>
\nIn bond markets, the yield curve between U.S. two-year and 10-year notes inverted as far as minus 58 basis points, the most inverted level since at least 2000, indicating rising concerns about an impending recession. It was last at minus 41 basis points.<\/p>\n

Two-year yields reached 4.163%, the highest since October 2007. Five-year yields hit 3.942%, the highest since November 2007 and benchmark 10-year yields jumped to 3.716%, the highest since February 2011.<\/p>\n

Canadian government bond yields were higher across a steeper curve, tracking the move in U.S. Treasuries.<\/p>\n

The 10-year Canadian bond yield rose 7.7 basis points to 3.119% but fell 10.5 basis points further below the equivalent U.S. rate to a gap of 57.5 basis points.<\/p>\n

The Canadian dollar was trading 0.2% lower at 1.3490 to the greenback, or 74.13 U.S. cents, after touching its weakest intraday level since July 2020.<\/p><\/blockquote>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref\u2122 Preferred Indices
\nThese values reflect the December 2008 revision of the HIMIPref\u2122 Indices<\/strong>
\nValues are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
\nCurrent
\nYield
\n(at bid)<\/td>\n		Median
\nYTW<\/td>\n		Median
\nAverage
\nTrading
\nValue<\/td>\n		Median
\nMod Dur
\n(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1934 %<\/td>\n2,479.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1934 %<\/td>\n4,755.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.39 %<\/td>\n7.43 %<\/td>\n48,699<\/td>\n12.03<\/td>\n2<\/td>\n-0.1934 %<\/td>\n2,740.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5399 %<\/td>\n3,400.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n5.01 %<\/td>\n6.15 %<\/td>\n29,459<\/td>\n3.13<\/td>\n7<\/td>\n-0.5399 %<\/td>\n4,060.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5399 %<\/td>\n3,168.0<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.1141 %<\/td>\n2,735.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.22 %<\/td>\n6.39 %<\/td>\n64,986<\/td>\n13.35<\/td>\n33<\/td>\n-1.1141 %<\/td>\n2,983.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.94 %<\/td>\n6.78 %<\/td>\n96,089<\/td>\n13.07<\/td>\n54<\/td>\n-1.3607 %<\/td>\n2,402.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.26 %<\/td>\n6.32 %<\/td>\n78,074<\/td>\n13.50<\/td>\n19<\/td>\n-0.7928 %<\/td>\n2,874.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.24 %<\/td>\n8.55 %<\/td>\n37,611<\/td>\n10.85<\/td>\n2<\/td>\n-0.3443 %<\/td>\n2,584.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.16 %<\/td>\n5.72 %<\/td>\n107,484<\/td>\n1.75<\/td>\n9<\/td>\n-0.4453 %<\/td>\n2,558.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3607 %<\/td>\n2,455.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.19 %<\/td>\n7.15 %<\/td>\n61,138<\/td>\n12.79<\/td>\n13<\/td>\n-0.5607 %<\/td>\n2,484.6<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-9.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 15.67
\nEvaluated at bid price : 15.67
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-6.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-5.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-5.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.74
\nEvaluated at bid price : 18.74
\nBid-YTW : 7.61 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-4.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n
BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\n-4.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.37
\nEvaluated at bid price : 18.37
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.45
\nEvaluated at bid price : 20.45
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 16.91
\nEvaluated at bid price : 16.91
\nBid-YTW : 8.36 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
RS.PR.A<\/td>\nSplitShare<\/td>\n-2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 10.00
\nEvaluated at bid price : 9.10
\nBid-YTW : 8.89 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 12.99
\nEvaluated at bid price : 12.99
\nBid-YTW : 8.20 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.55
\nEvaluated at bid price : 21.90
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 22.55
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.54
\nEvaluated at bid price : 20.54
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 22.99
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.67
\nEvaluated at bid price : 21.92
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 17.62
\nEvaluated at bid price : 17.62
\nBid-YTW : 7.60 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 19.19
\nEvaluated at bid price : 19.19
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 22.40
\nEvaluated at bid price : 22.66
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 19.51
\nEvaluated at bid price : 19.51
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.60
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 17.92
\nEvaluated at bid price : 17.92
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 17.45
\nEvaluated at bid price : 17.45
\nBid-YTW : 8.12 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.08
\nEvaluated at bid price : 18.08
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.19
\nEvaluated at bid price : 21.19
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 15.99
\nEvaluated at bid price : 15.99
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 15.55
\nEvaluated at bid price : 15.55
\nBid-YTW : 8.14 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 23.04
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.16
\nEvaluated at bid price : 20.16
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.38
\nEvaluated at bid price : 21.65
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.76
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 16.90
\nEvaluated at bid price : 16.90
\nBid-YTW : 8.18 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.67
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.18
\nEvaluated at bid price : 18.18
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.14
\nEvaluated at bid price : 18.14
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.42
\nEvaluated at bid price : 20.42
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n2.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 18.69
\nEvaluated at bid price : 18.69
\nBid-YTW : 7.99 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
\nTraded<\/td>\n		Notes<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n94,608<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 22.89
\nEvaluated at bid price : 23.74
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n32,236<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.63
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n25,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 7.26 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n23,528<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.40
\nEvaluated at bid price : 21.40
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n20,860<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n19,773<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
There were 16 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 20.50 – 22.15
\nSpot Rate : 1.6500
\nAverage : 1.0585<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.92 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.67 – 17.14
\nSpot Rate : 1.4700
\nAverage : 0.9085<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 15.67
\nEvaluated at bid price : 15.67
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 22.05 – 23.60
\nSpot Rate : 1.5500
\nAverage : 1.0209<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 21.64
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.60 %<\/td>\n<\/tr>\n

BAM.PF.B<\/td>\nFixedReset Disc<\/td>\nQuote: 19.02 – 20.50
\nSpot Rate : 1.4800
\nAverage : 1.1065<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 19.02
\nEvaluated at bid price : 19.02
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n

NA.PR.S<\/td>\nFixedReset Disc<\/td>\nQuote: 20.95 – 22.20
\nSpot Rate : 1.2500
\nAverage : 0.8866<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 20.95 – 21.95
\nSpot Rate : 1.0000
\nAverage : 0.6454<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-09-22
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 589.22, down 1.04% on the day. Volume today was 1.51-million, highest of the past 21 trading days. CPD closed at 11.79, down 0.51% on the day. Volume was 58,350, third-highest of the …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-44169","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44169","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=44169"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/44169\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=44169"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=44169"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=44169"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}